Andreas Kleefeld

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Andreas Kleefeld trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Martin Eling
  2. Vytaras Brazauskas
  3. Sergio F. Juárez
  4. Robert Serfling
  5. William R. Schucany

Papers from Andreas Kleefeld's perspective

Ordered by how strongly the researchers Andreas Kleefeld trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Robust Estimation of the Generalized Pareto Distribution
  2. Fitting insurance claims to skewed distributions: Are the skew-normal and skew-student good models?
  3. Favorable Estimators for Fitting Pareto Models: A Study Using Goodness-of-fit Measures with Actual Data (ASTIN Bulletin: The Journal of the International Actuarial Association)
  4. Robust and Efficient Estimation for the Generalized Pareto Distribution
  5. A New Class of Models for Heavy Tailed Distributions in Finance and Insurance Risk
  6. Loss Models: From Data to Decisions, 4th Edition, by Stuart A. Klugman, Harry H. Panjer and Gordon E. Willmot: Wiley Series in Probability and Statistics, 2012, 512pp. ISBN: 978-1-118-31532-3
  7. Modeling actuarial data with a composite lognormal-Pareto model
  8. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution
  9. Statistical applications of the multivariate skew normal distribution
  10. Approximation Theorems of Mathematical Statistics

Their papers